Maximum likelihood estimation in semiparametric regression models with censored data
AbstractSemiparametric regression models play a central role in formulating the effects of covariates on potentially censored failure times and in the joint modelling of incomplete repeated measures and failure times in longitudinal studies. The presence of infinite dimensional parameters poses considerable theoretical and computational challenges in the statistical analysis of such models. We present several classes of semiparametric regression models, which extend the existing models in important directions. We construct appropriate likelihood functions involving both finite dimensional and infinite dimensional parameters. The maximum likelihood estimators are consistent and asymptotically normal with efficient variances. We develop simple and stable numerical techniques to implement the corresponding inference procedures. Extensive simulation experiments demonstrate that the inferential and computational methods proposed perform well in practical settings. Applications to three medical studies yield important new insights. We conclude that there is no reason, theoretical or numerical, not to use maximum likelihood estimation for semiparametric regression models. We discuss several areas that need further research. Copyright 2007 Royal Statistical Society.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Bibliographic InfoArticle provided by Royal Statistical Society in its journal Journal of the Royal Statistical Society: Series B (Statistical Methodology).
Volume (Year): 69 (2007)
Issue (Month): 4 ()
Contact details of provider:
Postal: 12 Errol Street, London EC1Y 8LX, United Kingdom
Web page: http://www.blackwellpublishing.com/journal.asp?ref=1369-7412
More information through EDIRC
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Wen, Chi-Chung & Chen, Yi-Hau, 2011. "Nonparametric maximum likelihood analysis of clustered current status data with the gamma-frailty Cox model," Computational Statistics & Data Analysis, Elsevier, vol. 55(2), pages 1053-1060, February.
- Pao-sheng Shen, 2011. "Semiparametric analysis of transformation models with left-truncated and right-censored data," Computational Statistics, Springer, vol. 26(3), pages 521-537, September.
- Amélie Detais & Jean-François Dupuy, 2011. "Maximum likelihood estimation in a partially observed stratified regression model with censored data," Annals of the Institute of Statistical Mathematics, Springer, vol. 63(6), pages 1183-1206, December.
- Chi-Chung Wen, 2010. "Semiparametric maximum likelihood estimation in Cox proportional hazards model with covariate measurement errors," Metrika, Springer, vol. 72(2), pages 199-217, September.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Wiley-Blackwell Digital Licensing) or (Christopher F. Baum).
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.